In a small saucepan, add an inch or two of water and set on stovetop on high until it boils. Once boiling, reduce heat to low to keep it at a slow simmer. In a double boiler (just a bowl over top the saucepan), whisk together the egg yolks, sugar, zest, and lemon juice until completely blended. Continue to mix for about 10 minutes until thickened. (Make sure to continuously mix to keep the eggs from cooking.) You may need to increase the temperature to thicken the curd.